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A portfolio invests in 72% in a stock S1 and the rest in another stock S2. The expected return and standard deviation of S1 are

A portfolio invests in 72% in a stock S1 and the rest in another stock S2. The expected return and standard deviation of S1 are 17% and 25%, respectively. The expected return and standard deviation of S2 are 12% and 20%, respectively. The covariance between the two stocks is 0.0008. What is the standard deviation of the portfolio?

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